Continuous Time Approximations to GARCH and Stochastic Volatility Models (Q3646967): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous Time Approximations to GARCH and Stochastic Volatility Models |
scientific article |
Statements
Continuous Time Approximations to GARCH and Stochastic Volatility Models (English)
0 references
27 November 2009
0 references
